-0.9%
BA vs ZM
-66.0%
+65.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | 0.0% |
| 7D | +1.2% | +2.9% | -1.8% | +0.4% |
| 30D | -11.6% | +0.7% | -12.3% | -12.0% |
| 3M | -2.4% | -3.7% | +1.3% | -2.1% |
| 6M | -6.6% | +29.9% | -36.5% | -14.3% |
| YTD | -2.2% | +17.4% | -19.7% | -8.6% |
| 1Y | -8.0% | +22.4% | -30.4% | -15.4% |
| 3Y | -5.0% | +41.3% | -46.3% | -17.8% |
| All | -0.9% | -66.0% | +65.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling